Proof of Grabiner's theorem on non-colliding particles

Autorzy: Puchała Z.
Czasopismo: Probability and Mathematical Statistics
Rok publikacji: 2005
Status: Opublikowane
Number of Pages: 129–132
Tom: 25
Abstrakt: A detail proof of Grabiner's theorem [1] on the exact asymptotics of the time to collision for n independent Brownian motions is given.